+682.6%
AMAT vs MP
+450.8%
+231.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +4.0% |
| 7D | -1.5% | -2.9% | +1.3% | -0.9% |
| 30D | -14.8% | +13.8% | -28.6% | -17.5% |
| 3M | -9.3% | -16.7% | +7.4% | -6.1% |
| 6M | +27.4% | -11.5% | +38.9% | +29.1% |
| YTD | +77.6% | +7.9% | +69.6% | +71.8% |
| 1Y | +188.9% | -15.0% | +204.0% | +186.5% |
| 3Y | +202.3% | +153.5% | +48.8% | +111.1% |
| 5Y | +248.9% | +58.7% | +190.2% | +170.0% |
| All | +682.6% | +450.8% | +231.8% | +428.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling